+772.0%
WDC vs VST
+296.4%
+475.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.3% | +2.5% | +6.6% |
| 7D | -14.4% | -0.5% | -13.9% | -14.3% |
| 30D | -27.1% | -17.1% | -10.0% | -20.9% |
| 3M | -33.3% | -4.6% | -28.7% | -32.5% |
| 6M | -39.6% | -9.1% | -30.5% | -37.0% |
| YTD | +68.4% | -16.6% | +85.0% | +81.5% |
| 1Y | +78.2% | -29.5% | +107.6% | +103.6% |
| 3Y | +772.0% | +297.5% | +474.5% | +562.8% |
| All | +772.0% | +296.4% | +475.6% | +562.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling